Related papers: Phase velocity and phase diffusion in periodically…

We present a novel method to compute the phase space distribution in the nonequilibrium stationary state of a wide class of mean-field systems involving rotators subject to quenched disordered external drive and dissipation. The method…

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…

Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…

Regime switching processes have proved to be indispensable in the modeling of various phenomena, allowing model parameters that traditionally were considered to be constant to fluctuate in a Markovian manner in line with empirical findings.…

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…

We propose a thermodynamically consistent minimal model to study synchronization which is made of driven and interacting three-state units. This system exhibits at the mean-field level two bifurcations separating three dynamical phases: a…

A driven system of three species of particle diffusing on a ring is studied in detail. The dynamics is local and conserves the three densities. A simple argument suggesting that the model should phase separate and break the translational…

A Cahn-Hilliard equation with stochastic multiplicative noise and a random convection term is considered. The model describes isothermal phase-separation occurring in a moving fluid, and accounts for the randomness appearing at the…

We present a generalization of the Kuramoto phase oscillator model in which phases advance in discrete phase increments through Poisson processes, rendering both intrinsic oscillations and coupling inherently stochastic. We study the…

In this paper we study a Markovian two-dimensional bounded-variation stochastic control problem whose state process consists of a diffusive mean-reverting component and of a purely controlled one. The main problem's characteristic lies in…

A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…

The phenomenon of frequency and phase synchronization in stochastic systems requires a revision of concepts originally phrased in the context of purely deterministic systems. Various definitions of an instantaneous phase are presented and…

In this work we bring out the existence of a novel kind of synchronization associated to the size of a complex system. A dichotomic random jump process associated to the dynamics of an externally driven stochastic system with $N$ coupled…

Two types of random evolution processes are studied for ensembles of the standard map with driving parameter $K$ that determines its degree of stochasticity. For one type of processes the parameter $K$ is chosen at random from a Gaussian…

We investigate the stationary states of one-dimensional driven diffusive systems, coupled to boundary reservoirs with fixed particle densities. We argue that the generic phase diagram is governed by an extremal principle for the macroscopic…

We present a field theory for the statistics of charge and current fluctuations in diffusive systems. The cumulant generating function is given by the saddle-point solution for the action of this field theory. The action depends on two…

We present a comprehensive study of the phase transitions in the single-field reaction-diffusion stochastic systems with field-dependent mobility of a power-low form and the internal fluctuations. Using variational principles and mean-field…

Applying the mathematical circulation theory of Markov chains, we investigate the synchronized stochastic dynamics of a discrete network model of yeast cell-cycle regulation where stochasticity has been kept rather than being averaged out.…